-33.7%
TLT vs CLBK
+43.5%
-77.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | -0.3% | +7.8% | -8.1% | -0.4% |
| 3M | -1.7% | +23.9% | -25.6% | -2.0% |
| 6M | -4.9% | +42.3% | -47.2% | -5.4% |
| YTD | -2.8% | +65.4% | -68.2% | -3.4% |
| 1Y | -4.2% | +70.3% | -74.5% | -4.9% |
| 3Y | -1.1% | +54.5% | -55.6% | -1.8% |
| 5Y | -33.7% | +43.1% | -76.8% | -32.9% |
| All | -33.7% | +43.5% | -77.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling